-37.7%
RBLX vs TYL
-10.2%
-27.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.4% | +7.7% |
| 7D | +12.4% | -3.7% | +16.1% | +15.5% |
| 30D | +19.7% | +18.7% | +0.9% | +2.5% |
| 3M | -0.1% | +18.1% | -18.2% | -15.0% |
| 6M | -35.7% | -1.1% | -34.6% | -36.6% |
| YTD | -46.6% | -19.8% | -26.7% | -37.3% |
| 1Y | -66.6% | -34.3% | -32.3% | -53.1% |
| 3Y | +52.3% | -8.2% | +60.5% | +33.5% |
| 5Y | -47.7% | -25.4% | -22.3% | -37.6% |
| All | -37.7% | -10.2% | -27.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling